East West Bancorp Inc (EWBC)
106.83
+1.33
(+1.26%)
USD |
NASDAQ |
Nov 21, 16:00
106.30
-0.53
(-0.50%)
Pre-Market: 08:42
East West Bancorp Max Drawdown (5Y): 67.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.67% |
September 30, 2024 | 67.67% |
August 31, 2024 | 67.67% |
July 31, 2024 | 67.67% |
June 30, 2024 | 67.67% |
May 31, 2024 | 67.67% |
April 30, 2024 | 67.67% |
March 31, 2024 | 67.67% |
February 29, 2024 | 67.67% |
January 31, 2024 | 67.67% |
December 31, 2023 | 67.67% |
November 30, 2023 | 67.67% |
October 31, 2023 | 67.67% |
September 30, 2023 | 67.67% |
August 31, 2023 | 67.67% |
July 31, 2023 | 67.67% |
June 30, 2023 | 67.67% |
May 31, 2023 | 67.67% |
April 30, 2023 | 67.67% |
March 31, 2023 | 67.67% |
February 28, 2023 | 67.67% |
January 31, 2023 | 67.67% |
December 31, 2022 | 67.67% |
November 30, 2022 | 67.67% |
October 31, 2022 | 67.67% |
Date | Value |
---|---|
September 30, 2022 | 67.67% |
August 31, 2022 | 67.67% |
July 31, 2022 | 67.67% |
June 30, 2022 | 67.67% |
May 31, 2022 | 67.67% |
April 30, 2022 | 67.67% |
March 31, 2022 | 67.67% |
February 28, 2022 | 67.67% |
January 31, 2022 | 67.67% |
December 31, 2021 | 67.67% |
November 30, 2021 | 67.67% |
October 31, 2021 | 67.67% |
September 30, 2021 | 67.67% |
August 31, 2021 | 67.67% |
July 31, 2021 | 67.67% |
June 30, 2021 | 67.67% |
May 31, 2021 | 67.67% |
April 30, 2021 | 67.67% |
March 31, 2021 | 67.67% |
February 28, 2021 | 67.67% |
January 31, 2021 | 67.67% |
December 31, 2020 | 67.67% |
November 30, 2020 | 67.67% |
October 31, 2020 | 67.67% |
September 30, 2020 | 67.67% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.96%
Minimum
Nov 2019
67.67%
Maximum
Apr 2020
66.21%
Average
67.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bank of America Corp | 48.93% |
Huntington Bancshares Inc | 55.00% |
Wells Fargo & Co | 64.47% |
Cathay General Bancorp | 55.69% |
CVB Financial Corp | 61.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.033 |
Beta (5Y) | 1.268 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.07% |
Historical Sharpe Ratio (5Y) | 0.4479 |
Historical Sortino (5Y) | 0.6657 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |